I have tried the "pin the sock" approach, it just did not feel right. I am a man and until I have surgery I am going to do what I can to feel a penis in my underwear. Pinning a sock or pouch with my pecker in it is just wrong for me.
The small/thin/light weight harnesses were digging into my skin and causing irritation, or would loosen up by end of day and the elastic would be sagging.
What I needed was a sturdy, free-balling feel that fit comfortably and securely in my underwear, and none of the online FTM gear shops had what I wanted...so i made my own.
I use a modified jockstrap that has a wide waist ban (2-3"). I cut the cup and straps down to a simple flap hanging off the wide waistband in front, like a loose loin cloth.
In that, I cut a cross-cut, like a X and sewed a large O ring, (big enough for the girth of my packer) into the cloth using the edges of the material. This single modified jockstrap has worked for 3 years now, i wear it every day under my underwear...cost me $16 bucks at the mall, and a small sewing kit $5.
I also work out with Zumba, and one of my biggest fears when using other methods of packing was having my junk come loose, works its way down my shorts and flop down on the floor before i can grab it...with 15 women stopping to stare! Since I made this holder, I can jump, twist, crouch, twerk, cha-cha, salsa or hip-hop and everything stays put and moves as it should move naturally.
on a side note: I would prefer bigger, more realist balls on my packer, not flat on the back side, after though balls.